CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0782 |
0.0014 |
0.1% |
1.0773 |
| High |
1.0794 |
1.0828 |
0.0034 |
0.3% |
1.0840 |
| Low |
1.0717 |
1.0761 |
0.0044 |
0.4% |
1.0653 |
| Close |
1.0777 |
1.0803 |
0.0026 |
0.2% |
1.0772 |
| Range |
0.0077 |
0.0067 |
-0.0010 |
-13.0% |
0.0187 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
28,407 |
26,719 |
-1,688 |
-5.9% |
160,068 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0968 |
1.0840 |
|
| R3 |
1.0931 |
1.0901 |
1.0821 |
|
| R2 |
1.0864 |
1.0864 |
1.0815 |
|
| R1 |
1.0834 |
1.0834 |
1.0809 |
1.0849 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0805 |
| S1 |
1.0767 |
1.0767 |
1.0797 |
1.0782 |
| S2 |
1.0730 |
1.0730 |
1.0791 |
|
| S3 |
1.0663 |
1.0700 |
1.0785 |
|
| S4 |
1.0596 |
1.0633 |
1.0766 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1231 |
1.0875 |
|
| R3 |
1.1129 |
1.1044 |
1.0823 |
|
| R2 |
1.0942 |
1.0942 |
1.0806 |
|
| R1 |
1.0857 |
1.0857 |
1.0789 |
1.0806 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0730 |
| S1 |
1.0670 |
1.0670 |
1.0755 |
1.0619 |
| S2 |
1.0568 |
1.0568 |
1.0738 |
|
| S3 |
1.0381 |
1.0483 |
1.0721 |
|
| S4 |
1.0194 |
1.0296 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0840 |
1.0653 |
0.0187 |
1.7% |
0.0112 |
1.0% |
80% |
False |
False |
34,530 |
| 10 |
1.0840 |
1.0647 |
0.0193 |
1.8% |
0.0093 |
0.9% |
81% |
False |
False |
29,778 |
| 20 |
1.0840 |
1.0267 |
0.0573 |
5.3% |
0.0107 |
1.0% |
94% |
False |
False |
29,929 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0108 |
1.0% |
77% |
False |
False |
30,390 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0112 |
1.0% |
80% |
False |
False |
20,594 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0095 |
0.9% |
80% |
False |
False |
15,447 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0080 |
0.7% |
80% |
False |
False |
12,358 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0067 |
0.6% |
80% |
False |
False |
10,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.1003 |
|
1.618 |
1.0936 |
|
1.000 |
1.0895 |
|
0.618 |
1.0869 |
|
HIGH |
1.0828 |
|
0.618 |
1.0802 |
|
0.500 |
1.0795 |
|
0.382 |
1.0787 |
|
LOW |
1.0761 |
|
0.618 |
1.0720 |
|
1.000 |
1.0694 |
|
1.618 |
1.0653 |
|
2.618 |
1.0586 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0782 |
| PP |
1.0797 |
1.0761 |
| S1 |
1.0795 |
1.0741 |
|